Anic Equity¶

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Total return since start: 0.712 %¶

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Equity now: -----------------------------> 52298.16 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48167.04 Kr¶

PnL: ---------------------------------------> -764.96 Kr¶

DD now: ---------------------------------> -1.548 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-16 09:14:02.838249'

Anic Portfolio¶

Today¶

Return: 0.061 %¶

This Week¶

Return: -0.034 %¶

Total portfolio value¶

Return including deposits: 71.211 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 0.000000 2365.000000 176.000000 8.040000 2189.000000
Svolder B 35 -1.290000 2276.750000 97.750000 4.490000 2179.000005
Embracer Group B 26 4.770000 751.270000 89.270000 13.480000 661.999988
BHG Group 49 1.410000 703.150000 64.150000 10.040000 638.999984
Vitrolife 3 0.750000 729.600000 52.600000 7.770000 677.000001
Biotage 4 1.390000 641.600000 38.600000 6.400000 603.000000
Xvivo Perfusion 3 0.170000 882.000000 37.000000 4.380000 845.000001
SynAct Pharma 9 1.360000 670.500000 25.500000 3.950000 645.000003
Addnode Group B 6 0.940000 774.000000 22.000000 2.930000 751.999998
Humana 40 0.000000 692.000000 18.000000 2.670000 674.000000
Eastnine 6 0.000000 673.200000 16.200000 2.470000 657.000000
Addtech B 3 -0.080000 708.600000 8.600000 1.230000 699.999999
Profoto Holding 7 0.000000 588.000000 6.000000 1.030000 581.999999
Sdiptech B 3 0.220000 826.800000 4.800000 0.580000 822.000000
Latour B 2 0.040000 445.200000 -3.800000 -0.850000 449.000000
Volati 5 -0.350000 570.000000 -4.000000 -0.700000 574.000000
NCC A 6 0.000000 589.200000 -9.800000 -1.640000 598.999998
Sampo Oyj SDB 1 0.100000 495.000000 -10.000000 -1.980000 505.000000
Investor B 3 -0.300000 645.450000 -12.550000 -1.910000 657.999999
Fortnox 10 0.890000 654.600000 -13.400000 -2.010000 668.000000
NCC B 7 -0.760000 640.500000 -13.500000 -2.060000 653.999997
SCA A 4 -0.680000 582.400000 -16.600000 -2.770000 599.000000
Nolato B 12 0.670000 631.200000 -16.800000 -2.590000 648.000000
BONESUPPORT HOLDING 10 -0.660000 1206.000000 -18.000000 -1.470000 1224.000000
Indutrade 5 -0.080000 1298.000000 -22.000000 -1.670000 1320.000000
Gaming Innovation Group 161 0.000000 4153.800000 -34.200000 -0.820000 4187.999942
Lime Technologies 2 0.000000 558.000000 -35.000000 -5.900000 593.000000
Sedana Medical 135 0.000000 4290.300000 -40.700000 -0.940000 4330.999935
Balco Group 39 0.000000 1821.300000 -53.700000 -2.860000 1874.999997
Creades A 7 0.700000 555.100000 -55.900000 -9.150000 610.999998
Ambea 68 0.000000 2465.680000 -71.320000 -2.810000 2537.000032
Lundin Gold 7 -0.800000 870.800000 -103.200000 -10.600000 973.999999
Investor A 16 -0.190000 3435.200000 -109.800000 -3.100000 3545.000000
New Wave B 40 0.000000 3745.200000 -170.800000 -4.360000 3916.000000
Wästbygg Gruppen B 80 0.000000 2584.000000 -287.000000 -10.000000 2871.000000
Bactiguard Holding B 37 0.000000 2630.700000 -336.300000 -11.330000 2966.999993
TOTAL 48150.100000 -781.900000 -1.57139% 48931.999868

Updated:¶

'2023-06-16 09:12:53.656740'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶